most citedReaction times of monitoring schemes for ARMA time series

11 citations · 11 across the 1 of their papers we have counts for

collaborators

2 papers

math.ST2015★ 11 cited

Reaction times of monitoring schemes for ARMA time series

Alexander Aue, Christopher Dienes, Stefan Fremdt +1

This paper is concerned with deriving the limit distributions of stopping times devised to sequentially uncover structural breaks in the parameters of an autoregressive moving aver…

math.ST2013

Functional Data Analysis with Increasing Number of Projections

Stefan Fremdt, Lajos Horváth, Piotr Kokoszka +1

Functional principal components (FPC's) provide the most important and most extensively used tool for dimension reduction and inference for functional data. The selection of the nu…